Pages that link to "Item:Q2673416"
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The following pages link to Pricing vulnerable options under a jump-diffusion model with fast mean-reverting stochastic volatility (Q2673416):
Displaying 4 items.
- Pricing of vulnerable options under hybrid stochastic and local volatility (Q2137228) (← links)
- Pricing vulnerable options with stochastic volatility (Q2147889) (← links)
- Pricing options under stochastic volatility jump model: a stable adaptive scheme (Q2273036) (← links)
- Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment (Q6051343) (← links)
